29 citations · 60 across the 22 of their papers we have counts for
26 papers
On reflected Lévy processes with collapse
Onno Boxma, Offer Kella, David Perry
We consider a Lévy process reflected at the origin with additional i.i.d. collapses that occur at Poisson epochs, where a collapse is a jump downward to a state which is a random f…
Finite customer-pool queues
Onno Boxma, Offer Kella, Michel Mandjes
In this paper we consider an M/G/1-type queue fed by a finite customer-pool. In terms of transforms, we characterize the time-dependent distribution of the number of customers and…
On the area between a Lévy process with secondary jump inputs and its reflected version
Offer Kella, Michel Mandjes
We study the stochastic properties of the area under some function of the difference between (i) a spectrally positive Lévy process that jumps to a level whenever it…
On fluctuation-theoretic decompositions via Lindley-type recursions
Onno Boxma, Offer Kella, Michel Mandjes
Consider a Lévy process over an exponentially distributed time with mean . We study the joint distribution of the running maximum and the time epoc…
On independence of time and cause
Offer Kella
For two independent, almost surely finite random variables, independence of their minimum (time) and the event that one of them is either greater, equal or less than the other (cau…
On binomial thinning and mixing
Offer Kella, Andreas Löpker
In this paper we consider the notions of binomial thinning, binomial mixing, their generalizations, certain interplay between them, associated limit theorems and provide various ex…
Workload analysis of a two-queue fluid polling model
Stella Kapodistria, Mayank Saxena, Onno Boxma +1
In this paper, we analyze a two-queue random time-limited Markov modulated polling model. In the first part of the paper, we investigate the fluid version: Fluid arrives at the two…
A characterization of normality via convex likelihood ratios
Royi Jacobovic, Offer Kella
This work includes a new characterization of the multivariate normal distribution. In particular, it is shown that a positive density function is Gaussian if and only if the $f…
From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity
Offer Kella, Michel Mandjes
It was recently proven that the correlation function of the stationary version of a reflected Lévy process is nonnegative, nonincreasing and convex. In another branch of the litera…
Synchronized Lévy queues
Offer Kella, Onno Boxma
We consider a multivariate Lévy process where the first coordinate is a Lévy process with no negative jumps which is not a subordinator and the others are nondecreasing. We determi…
Steady-state optimization of an exhaustive Levy storage process with intermittent output and random output rate
Royi Jacobovic, Offer Kella
Consider a regenerative storage process with a nondecreasing Lévy input (subordinator) such that every cycle may be split into two periods. In the first (off) the output is shut of…
Minimizing a stochastic convex function subject to stochastic constraints and some applications
Royi Jacobovic, Offer Kella
In the simplest case, we obtain a general solution to a problem of minimizing an integral of a nondecreasing right continuous stochastic process from zero to some nonnegative rando…
Asymptotic independence of regenerative processes with dependent cycles
Royi Jacobovic, Offer Kella
We identify general conditions under which regenerative processes with dependent cycles and cycle lengths are asymptotically independent. The result is applied to various models. I…
Queue-length balance equations in multiclass multiserver queues and their generalizations
Marko Boon, Onno Boxma, Offer Kella +1
A classical result for the steady-state queue-length distribution of single-class queueing systems is the following: the distribution of the queue length just before an arrival epo…
Lowest priority waiting time distribution in an accumulating priority Lévy queue
Offer Kella, Liron Ravner
This paper presents a new method for deriving the waiting time distribution of the lowest class in an accumulating priority (AP) queue with positive Lévy input. The priority of a n…
Unifying the Dynkin and Lebesgue-Stieltjes formulae
Offer Kella, Marc Yor
We establish a local martingale associate with under some restrictions on , where is a process of bounded variation (on compact intervals) and either is a j…
Weak Convergence of Subordinators to Extremal Processes
Offer Kella, Andreas Löpker
For certain subordinators it is shown that the process tends to an extremal process in the sense of convergence of the fi…
Decomposition results for stochastic storage processes and queues with alternating Lévy inputs
Onno Boxma, Offer Kella
In this paper we generalize known workload decomposition results for Lévy queues with secondary jump inputs and queues with server vacations or service interruptions. Special cases…
Useful martingales for stochastic storage processes with Lévy-type input
Offer Kella, Onno Boxma
In this paper we generalize the martingale of Kella and Whitt to the setting of Lévy-type processes and show that the (local) martingales obtained are in fact square integrable mar…
Asymptotic irrelevance of initial conditions for Skorohod reflection mapping on the nonnegative orthant
Offer Kella, Sundareswaran Ramasubramanian
A reflection map, induced by the deterministic Skorohod problem on the nonnegative orthant, is applied to an valued function on and then to , w…
Useful martingales for stochastic storage processes with Lévy-type input and decomposition results
Offer Kella, Onno Boxma
This paper has been withdrawn by the author as it has been divided into two separate papers.
The class of distributions associated with the generalized Pollaczek-Khinchine formula
Offer Kella
The goal is to identify the class of distributions to which the distribution of the maximum of a Lévy process with no negative jumps and negative mean (equivalently, the stationary…
Queue lengths and workloads in polling systems
Onno Boxma, Offer Kella, Kamil Marcin Kosinski
We consider a polling system: a queueing system of queues with Poisson arrivals visited in a cyclic order (with or without switchover times) by a single serv…
Two-sided reflected Markov-modulated Brownian motion with applications to fluid queues and dividend payouts
Bernardo D'Auria, Offer Kella
In this paper we study a reflected Markov-modulated Brownian motion with a two sided reflection in which the drift, diffusion coefficient and the two boundaries are (jointly) modul…